+211.6%
HAS vs INCY
+124.7%
+86.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +2.2% | +1.5% | +0.6% | +1.9% |
| 30D | +29.6% | +8.1% | +21.5% | +27.8% |
| 3M | +30.3% | +1.1% | +29.2% | +29.8% |
| 6M | +25.6% | +23.7% | +1.9% | +20.8% |
| YTD | +50.8% | +23.4% | +27.4% | +43.8% |
| 1Y | +63.0% | +15.0% | +48.0% | +57.5% |
| 3Y | +211.6% | +132.1% | +79.5% | +150.1% |
| All | +211.6% | +124.7% | +86.9% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling